FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 5,288.0 5,308.0 20.0 0.4% 5,019.0
High 5,348.5 5,389.0 40.5 0.8% 5,348.5
Low 5,235.5 5,266.0 30.5 0.6% 4,839.5
Close 5,253.0 5,387.0 134.0 2.6% 5,253.0
Range 113.0 123.0 10.0 8.8% 509.0
ATR 157.6 156.1 -1.5 -1.0% 0.0
Volume 144,399 88,709 -55,690 -38.6% 777,969
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 5,716.5 5,674.5 5,454.5
R3 5,593.5 5,551.5 5,421.0
R2 5,470.5 5,470.5 5,409.5
R1 5,428.5 5,428.5 5,398.5 5,449.5
PP 5,347.5 5,347.5 5,347.5 5,358.0
S1 5,305.5 5,305.5 5,375.5 5,326.5
S2 5,224.5 5,224.5 5,364.5
S3 5,101.5 5,182.5 5,353.0
S4 4,978.5 5,059.5 5,319.5
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 6,674.0 6,472.5 5,533.0
R3 6,165.0 5,963.5 5,393.0
R2 5,656.0 5,656.0 5,346.5
R1 5,454.5 5,454.5 5,299.5 5,555.0
PP 5,147.0 5,147.0 5,147.0 5,197.5
S1 4,945.5 4,945.5 5,206.5 5,046.0
S2 4,638.0 4,638.0 5,159.5
S3 4,129.0 4,436.5 5,113.0
S4 3,620.0 3,927.5 4,973.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,389.0 4,839.5 549.5 10.2% 154.0 2.9% 100% True False 146,374
10 5,389.0 4,839.5 549.5 10.2% 154.0 2.9% 100% True False 136,783
20 5,389.0 4,839.5 549.5 10.2% 159.0 3.0% 100% True False 144,406
40 5,418.0 4,839.5 578.5 10.7% 143.0 2.7% 95% False False 79,507
60 5,885.0 4,819.5 1,065.5 19.8% 130.0 2.4% 53% False False 53,017
80 6,000.5 4,819.5 1,181.0 21.9% 105.5 2.0% 48% False False 39,766
100 6,000.5 4,819.5 1,181.0 21.9% 87.0 1.6% 48% False False 31,816
120 6,000.5 4,819.5 1,181.0 21.9% 72.5 1.3% 48% False False 26,513
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 42.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,912.0
2.618 5,711.0
1.618 5,588.0
1.000 5,512.0
0.618 5,465.0
HIGH 5,389.0
0.618 5,342.0
0.500 5,327.5
0.382 5,313.0
LOW 5,266.0
0.618 5,190.0
1.000 5,143.0
1.618 5,067.0
2.618 4,944.0
4.250 4,743.0
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 5,367.0 5,337.5
PP 5,347.5 5,288.0
S1 5,327.5 5,238.0

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These figures are updated between 7pm and 10pm EST after a trading day.

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